Please bring this ad. to the attention of suitable interested
candidates.
Many thanks.
R. J. Bhansali
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The University of Liverpool
Department of Mathematical Sciences
EPSRC CASE AWARD IN STATISTICS
A full time 3-year CASE research studentship, leading to a Ph.D., is
available within the Division of Statistics and Operational Research for
the project:
Multistep Prediction of Vector-Valued Time Series.
The studentship is in collaboration with a large multinational
company and the award will cover postgraduate tuition fees and a
maintenance grant of UKP 10,620 p.a (basic EPSRC maintenance plus a
contribution from the cooperating partner). Financial support is also
available to enable the student to take part in appropriate
international conferences.
The project involves an investigation of the question of multistep
prediction of an observed vector-valued time series when the actual
stochastic structure generating the time series is unknown and it will
have both theoretical and applied components. The department has an
established international reputation for its research in Time Series
Analysis, and currently there is a research group working in this area.
A question of interest would be to examine how to apply a direct
approach for multistep prediction of vector-valued time series. There
will also be an opportunity to spend a minimum of 5 weeks per annum, at
times to be agreed, with the cooperating body and to acquire through
personal contacts background to the types of data considered by the
cooperating body.
The supervision will be by Professor R. J. Bhansali.
Applicants should have, or expect to receive in 1999, a First or
Upper Second Class Honours degree in Statistics, Mathematics or a
related subject, and meet standard eligibility criteria for EPSRC
studentships.
The closing date for the studentship is 30 June 1999.
Applicants should send a CV and a statement of why they are
interested in the project to: Professor R. J. Bhansali, Head, Division
of Statistics and Operational Research, Department of Mathematical
Sciences, University of Liverpool, M & O Building, P. O. Box 147,
Liverpool L69 3BX.
Enquiries by email: [log in to unmask], or phone: 0151 794 4758;
see also http://www.liv.ac.uk/maths/sor .
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